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PRACA ORYGINALNA
Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie
 
Więcej
Ukryj
1
Katedra Inwestycji Finansowych i Zarządzania Ryzykiem, Uniwersytet Ekonomiczny we Wrocławiu, Polska
 
2
Katedra Bankowości i Globalnego Systemu Finansowego, Uniwersytet Ekonomiczny w Krakowie, Polska
 
Zaznaczeni autorzy mieli równy wkład w przygotowanie tego artykułu
 
 
Data nadesłania: 29-09-2023
 
 
Data ostatniej rewizji: 26-12-2023
 
 
Data akceptacji: 19-02-2024
 
 
Data publikacji: 28-06-2024
 
 
Autor do korespondencji
Marta Anita Karaś   

Katedra Inwestycji Finansowych i Zarządzania Ryzykiem, Uniwersytet Ekonomiczny we Wrocławiu, Polska
 
 
GNPJE 2024;318(2):64-111
 
SŁOWA KLUCZOWE
KODY KLASYFIKACJI JEL
STRESZCZENIE
Artykuł bada wpływ wojny w Ukrainie na kondycję finansową i stabilność banków w krajach Europy Środkowo-Wschodniej bezpośrednio graniczących z krajami zaangażowanymi w konflikt militarny, czyli z Ukrainą, Białorusią i Rosją. Próbę badawczą składającą się z 93 banków oraz 45 analizowanych zmiennych dobrano na podstawie usystematyzowanego przeglądu literatury. Badanie empiryczne wykorzystuje systemową metodę uogólnionych momentów (SGMM). By uchwycić wpływ, wykorzystano zarówno zmienną binarną, jak i zmienne interakcyjne. Wyniki omówiono w odniesieniu do zmiennych jednostkowych oraz zmiennych dotyczących sytuacji makroekonomicznej. Badanie pozwoliło stwierdzić, że w analizowanym okresie nie nastąpiło znaczne pogorszenie współczynników kapitałowych banków. Jednocześnie wykazało ono istotny wpływ wielu zmiennych na kondycję i stabilność banków mierzonych pozostałymi wskaźnikami, a także istotność 22 zmiennych interakcyjnych, pokazującą, że wojna w Ukrainie ma realny negatywny wpływ na sytuację banków w badanych krajach. Ponadto wyniki sugerują, że banki w krajach o wyższym długu lub deficycie budżetowym mogą silniej odczuwać skutki wojny.
FINANSOWANIE
Źródła finansowania: Narodowe Centrum Nauki, Projekt nr UMO2018/29/N/HS4/02783.
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